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—Discussion of “Alleviating the Constant Stochastic Variance Assumption in Decision Research: Theory, Measurement, and Experimental Test”

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  • Jordan Louviere

    ()
    (Centre for the Study of Choice (CenSoC), Faculty of Business, University of Technology, Sydney, Broadway, New South Wales 2007, Australia)

  • Joffre Swait

    ()
    (Faculty of Business, University of Alberta, Edmonton, Alberta T6G 2R6, Canada)

Abstract

We discuss the Salisbury and Feinberg paper [Salisbury, L. C., F. M. Feinberg. 2010. Alleviating the constant stochastic variance assumption in decision research: Theory, measurement, and experimental test. (1) 1–17], setting their contribution in the historical context of the wider literature on the role of error variability in discrete choice models. We discuss the seminal nature of their contribution and suggest that the paper should be required reading for current and future Ph.D. students.

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File URL: http://dx.doi.org/10.1287/mksc.1080.0474
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Bibliographic Info

Article provided by INFORMS in its journal Marketing Science.

Volume (Year): 29 (2010)
Issue (Month): 1 (01-02)
Pages: 18-22

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Handle: RePEc:inm:ormksc:v:29:y:2010:i:1:p:18-22

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Keywords: choice models; stochastic utility; variance;

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